CPD S.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:511.47% (-122.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,222.3020 | 1.76 | |
| 0.1353 | 16.15 | |
| 0.9474 | 30.77 | |
| 2.0120 | 607.50 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
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